+4.5%
GAP vs HRB
+143.9%
-139.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -5.2% | -7.8% | +2.6% | -3.5% |
| 30D | -6.9% | +15.7% | -22.7% | -9.7% |
| 3M | +5.7% | -5.5% | +11.2% | +6.8% |
| 6M | +0.9% | +41.1% | -40.2% | -7.9% |
| YTD | -14.5% | +20.4% | -34.8% | -18.1% |
| 1Y | -12.1% | +15.2% | -27.4% | -14.7% |
| 3Y | +72.2% | +24.3% | +47.8% | +58.3% |
| 5Y | +4.5% | +144.7% | -140.2% | -19.7% |
| All | +4.5% | +143.9% | -139.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling